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Write protection check tests

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This commit is contained in:
Mark Veidemanis
2023-02-17 17:05:52 +00:00
parent 1dbb3fcf79
commit 67117f0978
7 changed files with 172 additions and 41 deletions
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62
core/tests/trading/test_active_management.py
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@@ -1,10 +1,13 @@
from unittest.mock import Mock, patch
from django.test import TestCase
from core.exchanges.convert import convert_trades
from core.lib.schemas.oanda_s import parse_time
from core.models import Account, ActiveManagementPolicy, Hook, Signal, User
from core.tests.helpers import StrategyMixin, SymbolPriceMock
from core.trading.active_management import ActiveManagement
from core.models import User, Account, ActiveManagementPolicy, Hook, Signal
from unittest.mock import Mock, patch
from core.lib.schemas.oanda_s import parse_time
class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
def setUp(self):
@@ -43,7 +46,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
"id": "20083",
"symbol": "EUR_USD",
"price": "1.06331",
"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
"initialUnits": "10",
"initialMarginRequired": "0.2966",
"state": "OPEN",
@@ -53,9 +56,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
"dividendAdjustment": "0.0000",
"unrealizedPL": "-0.0008",
"marginUsed": "0.2966",
"takeProfitOrder": None,
"stopLossOrder": None,
"trailingStopLossOrder": None,
"takeProfitOrder": {"price": "1.06331"},
"stopLossOrder": {"price": "1.06331"},
"trailingStopLossOrder": {"price": "1.06331"},
"trailingStopValue": None,
"side": "long",
},
@@ -63,7 +66,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
"id": "20083",
"symbol": "EUR_USD",
"price": "1.06331",
"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
"initialUnits": "10",
"initialMarginRequired": "0.2966",
"state": "OPEN",
@@ -73,12 +76,12 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
"dividendAdjustment": "0.0000",
"unrealizedPL": "-0.0008",
"marginUsed": "0.2966",
"takeProfitOrder": None,
"stopLossOrder": None,
"trailingStopLossOrder": None,
"takeProfitOrder": {"price": "1.06331"},
"stopLossOrder": {"price": "1.06331"},
"trailingStopLossOrder": {"price": "1.06331"},
"trailingStopValue": None,
"side": "long",
}
},
]
# Run parse_time on all items in trades
for trade in self.trades:
@@ -86,7 +89,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
self.ams.get_trades = self.fake_get_trades
self.ams.get_balance = self.fake_get_balance
# self.ams.trades = self.trades
def fake_get_trades(self):
self.ams.trades = self.trades
return self.trades
@@ -105,7 +108,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
balance = self.ams.get_balance()
self.assertEqual(balance, 10000)
def check_violation(self, violation, calls, expected_action, expected_trades):
def check_violation(
self, violation, calls, expected_action, expected_trades, expected_args=None
):
"""
Check that the violation was called with the expected action and trades.
Matches the first argument of the call to the violation name.
@@ -113,6 +118,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
:param: calls: list of calls to the violation
:param: expected_action: expected action to be called, close, notify, etc.
:param: expected_trades: list of expected trades to be passed to the violation
:param: expected_args: optional, expected args to be passed to the violation
"""
calls = list(calls)
violation_calls = []
@@ -121,22 +127,28 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
violation_calls.append(call)
self.assertEqual(len(violation_calls), len(expected_trades))
expected_trades = convert_trades(expected_trades)
for call in violation_calls:
# Ensure the correct action has been called, like close
self.assertEqual(call[0][1], expected_action)
# Ensure the correct trade has been passed to the violation
self.assertIn(call[0][2], expected_trades)
if expected_args:
self.assertEqual(call[0][3], expected_args)
@patch("core.trading.active_management.ActiveManagement.handle_violation")
def test_run_checks(self, handle_violation):
self.ams.run_checks()
print("handle_violation.call_count", handle_violation.call_args_list)
self.assertEqual(handle_violation.call_count, 0)
@patch("core.trading.active_management.ActiveManagement.handle_violation")
def test_trading_time_violated(self, handle_violation):
self.trades[0]["openTime"] = "2023-02-17T11:38:06.302917Z" # Friday
self.trades[0]["openTime"] = "2023-02-17T11:38:06.302917Z" # Friday
self.ams.run_checks()
self.check_violation("trading_time", handle_violation.call_args_list, "close", [self.trades[0]])
self.check_violation(
"trading_time", handle_violation.call_args_list, "close", [self.trades[0]]
)
def create_hook_signal(self):
hook = Hook.objects.create(
@@ -158,7 +170,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
self.strategy.trends = {"EUR_USD": "sell"}
self.strategy.save()
self.ams.run_checks()
self.check_violation("trends", handle_violation.call_args_list, "close", self.trades)
self.check_violation(
"trends", handle_violation.call_args_list, "close", self.trades
)
@patch("core.trading.active_management.ActiveManagement.handle_violation")
def test_trends_violated_none(self, handle_violation):
@@ -175,19 +189,27 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
self.strategy.trend_signals.set([signal])
self.strategy.trends = {"EUR_USD": "sell"}
self.strategy.save()
# Change the side of the first trade to match the trends
self.trades[0]["side"] = "short"
self.ams.run_checks()
self.check_violation("trends", handle_violation.call_args_list, "close", [self.trades[1]])
self.check_violation(
"trends", handle_violation.call_args_list, "close", [self.trades[1]]
)
@patch("core.trading.active_management.ActiveManagement.handle_violation")
def test_position_size_violated(self, handle_violation):
self.trades[0]["currentUnits"] = "100000"
self.ams.run_checks()
self.check_violation("position_size", handle_violation.call_args_list, "close", [self.trades[0]])
self.check_violation(
"position_size",
handle_violation.call_args_list,
"close",
[self.trades[0]],
{"size": 50},
)
def test_protection_violated(self):
pass